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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from yulewalker.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="yulewalker" xml:lang="en"
xmlns="http://docbook.org/ns/docbook"
xmlns:xlink="http://www.w3.org/1999/xlink"
xmlns:svg="http://www.w3.org/2000/svg"
xmlns:ns3="http://www.w3.org/1999/xhtml"
xmlns:mml="http://www.w3.org/1998/Math/MathML"
xmlns:scilab="http://www.scilab.org"
xmlns:db="http://docbook.org/ns/docbook">
<refnamediv>
<refname>yulewalker</refname>
<refpurpose>Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'.</refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>
A = yulewalker(C)
[A,V]= yulewalker(C)
</synopsis>
</refsynopsisdiv>
<refsection>
<title>Parameters</title>
<variablelist>
<varlistentry><term>C:</term>
<listitem><para> Autocovariances</para></listitem></varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Description</title>
<para>
Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'.
Returns the AR coefficients, A, and the variance of white noise, V.
</para>
</refsection>
<refsection>
<title>Examples</title>
<programlisting role="example"><![CDATA[
[A,V]=yulewalker([1 2 3])
// V =
// - 2.6666667
// A =
// 1.3333333
// 0.3333333
]]></programlisting>
</refsection>
</refentry>
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